-95.7%
VXX vs LH
+27.0%
-122.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -3.1% |
| 7D | +2.0% | -4.7% | +6.7% | -1.8% |
| 30D | -7.1% | -3.5% | -3.6% | -9.5% |
| 3M | -28.6% | +17.7% | -46.3% | -17.8% |
| 6M | -44.0% | +15.8% | -59.8% | -35.8% |
| YTD | -31.7% | +25.1% | -56.8% | -15.9% |
| 1Y | -46.3% | +12.5% | -58.9% | -39.4% |
| 3Y | -78.3% | +59.8% | -138.0% | -63.7% |
| All | -95.7% | +27.0% | -122.7% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling